Implied Volatility Skew (180-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

ConocoPhillips (COP) had 180-Day Implied Volatility Skew of -0.0208 for 2024-04-19.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2065
Historical Volatility (Parkinson)	0.1880
Implied Volatility (Calls)	0.2306
Implied Volatility (Puts)	0.2951
Implied Volatility (Mean)	0.2629
Put-Call Implied Volatility Ratio	1.2798
Implied Volatility Skew	-0.0208
Option Statistics
Put-Call Ratio (Volume)	0.1022
Put-Call Ratio (Open Interest)	1.4390
Forward Price	130.49
Call Breakeven Price	145.00
Put Breakeven Price	105.12
Option Breakeven Price	121.69